It's a great set. Along with Jochum's later Dresden cycle, it's probably the set most often mentioned when outstanding Bruckner performances are discussed. (Many listeners, myself included, still lean toward this earlier cycle.) It's from DG's best period for sound, too.
If you're looking to supplement it with other recordings, the usual advice (with which, again, I'd concur) is to go for recordings by conductors like Wand, Haitink, or Giulini, who give more "objective", restrained performances with less flexible tempi. This approach can can provide its own rewards, particularly in the larger symphonies such as the 8th.
You can currently buy Wand's excellent complete Cologne cycle on CD on amazon for $25. Be aware though that Wand made a succession of later recordings that in some cases offer better playing and better sound.
There are lots of rewarding Bruckner recordings out there, though, and there are some good suggestions in the other replies so far posted in this thread. At some point you'll run up against the question of which editions of the text are used, but others will be better qualified to comment on that issue than I am.
